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Details for article 5 of 10 found articles
| Title: |
Generating random points in a polytope |
| Author: |
Rubin, Paul A. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 13 (1984) nr. 3 pages 375-396 |
| Year: |
1984 |
| Contents: |
An algorithm is presented for generating pseudorandom variates distributed uniformly over an arbitrary convex polytope in a Euclidean space of arbitrary dimension. Many commonly used methods for generating uniform variates require that the polytope be expressed as the solution set of a system of linear inequalities; the algorithm presented here requires instead that the polytope be presented in terms of a finite generating set, typically the set of its vertices. Included in the algorithm are procedures for identifying all faces of the polytope and for decomposing the polytope into simplices. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 5 of 10 found articles
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